Optimal control of the state statistics for a linear stochastic system

2015 54th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2015.7403245 ◽

2015 ◽

Author(s):

Yongxin Chen ◽

Tryphon Georgiou ◽

Michele Pavon

Keyword(s):

Optimal Control ◽

Stochastic System ◽

The State ◽

Linear Stochastic System

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On the Optimal Control Problem for a Linear Stochastic System with an Unstable State Matrix Unbounded at Infinity

Automation and Remote Control ◽

10.1134/s0005117919020048 ◽

2019 ◽

Vol 80 (2) ◽

pp. 250-261 ◽

Cited By ~ 1

Author(s):

E. S. Palamarchuk

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

Stochastic System ◽

Unstable State ◽

State Matrix ◽

Linear Stochastic System

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A continuous-time reduced-order filter for estimating the state vector of a linear stochastic system†

International Journal of Control ◽

10.1080/00207177008905902 ◽

1970 ◽

Vol 11 (2) ◽

pp. 229-239 ◽

Cited By ~ 9

Author(s):

M. M. NEWMANN

Keyword(s):

Stochastic System ◽

Continuous Time ◽

State Vector ◽

The State ◽

Reduced Order ◽

Order Filter ◽

Linear Stochastic System

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Estimation of the state vector of a linear stochastic system with a constrained estimator

IEEE Transactions on Automatic Control ◽

10.1109/tac.1967.1098647 ◽

1967 ◽

Vol 12 (4) ◽

pp. 432-433 ◽

Cited By ~ 54

Author(s):

M. Aoki ◽

J. Huddle

Keyword(s):

Stochastic System ◽

State Vector ◽

The State ◽

Linear Stochastic System

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Optimal control, repair and inventory strategies for a linear stochastic system

10.1109/cdc.1971.271024 ◽

1971 ◽

Author(s):

D. Sworder ◽

T. Kazangey

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Linear Stochastic System

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Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping

Optimal Control Applications and Methods ◽

10.1002/oca.2251 ◽

2016 ◽

Vol 38 (2) ◽

pp. 205-228 ◽

Cited By ~ 2

Author(s):

Vasile Dragan ◽

Hiroaki Mukaidani

Keyword(s):

Optimal Control ◽

White Noise ◽

Stochastic System ◽

Singularly Perturbed ◽

Markovian Jumping ◽

Linear Stochastic System ◽

Multiplicative White Noise

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Evaluation of the growth rate of the state vector in a generalized linear stochastic system

Vestnik St Petersburg University Mathematics ◽

10.3103/s1063454107030090 ◽

2007 ◽

Vol 40 (3) ◽

pp. 224-232 ◽

Cited By ~ 1

Author(s):

N. K. Krivulin

Keyword(s):

Growth Rate ◽

Stochastic System ◽

State Vector ◽

The State ◽

Linear Stochastic System

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Growth rate of the state vector in a generalized linear stochastic system with a symmetric matrix

Journal of Mathematical Sciences ◽

10.1007/s10958-007-0515-5 ◽

2007 ◽

Vol 147 (4) ◽

pp. 6924-6928

Author(s):

N. K. Krivulin

Keyword(s):

Growth Rate ◽

Stochastic System ◽

State Vector ◽

Symmetric Matrix ◽

The State ◽

Linear Stochastic System

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Some Results on Optimal Control for a Partially Observed Linear Stochastic System with an Exponential Quadratic Cost

IFAC Proceedings Volumes ◽

10.3182/20140824-6-za-1003.00522 ◽

2014 ◽

Vol 47 (3) ◽

pp. 8695-8698 ◽

Cited By ~ 1

Author(s):

T.E. Duncan ◽

B. Pasik-Duncan

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Quadratic Cost ◽

Linear Stochastic System ◽

Partially Observed

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Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system

International Journal of Control ◽

10.1080/00207170701364913 ◽

2007 ◽

Vol 80 (9) ◽

pp. 1439-1453 ◽

Cited By ~ 74

Author(s):

W. Li ◽

E. Todorov

Keyword(s):

Optimal Control ◽

Stochastic System ◽

Linearization Methods ◽

Linear Stochastic System ◽

Non Linear

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Optimal control of a discrete time stochastic system linear in the state

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(69)90216-9 ◽

1969 ◽

Vol 25 (1) ◽

pp. 114-120 ◽

Cited By ~ 6

Author(s):

Joseph L Midler

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic System ◽

The State

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